2002-2003 Schedule

Friday
September 20th

Prof. Sergei Savin (DRO)

Online Haggling at a Name-Your-Own-Price Retailer: Theory and Application

Friday
September 27th

Prof. David Assaf (Hebrew University)

Results on Recent Multiple Stopping and Prophet Inequalities

Friday
October 4th

Prof. Harborne W. Stuart, Jr. (DRO)

Temptation in Shrinking-Pie, Bargaining Games

Friday
October 18th

Prof. Fangruo Chen

Auctioning Supply Contracts
Salesforce Incentives, Market Information, and Produnction/Inventory Planning

Friday
October 25th

Prof. Gustavo Vulcano

Optimal Auctioning and Ordering in an Infinite Horizon Inventory-pricing System (joint work with G. van Ryzin)

Friday
November 8th

Bin Yu

Large Sample Propertiies of Weighted Monte Carlo estimator

Shrinivas Krishnamoorthy

Capacity Allocation under Competition

Joern Meissner

Partitioning Heuristics for the Multi-Item Capacitated Lot-Sizing Problem (download PDF)

Friday
November 22nd

Zhi Huang (IEOR)

Two Dimension Option Pricing by a Jump Diffusion Model

Friday
February 7th

Prof. Alp Muharremoglu (DRO)

Optimal Policied for Multi-Echelon Inventory Systems with Expenditing

Friday
February 14th

Prof. Steven Kou (IEOR)

A Tale of Two Growths: Modeling Stochastic Endogenous Growth and Growth Stocks

Friday
February 21st

Prof. Garud Iyengar (IEOR)

Pricing and Design of Differentiated Services

Friday
March 28th

Prof. Martin Haugh (IEOR)

Optimal Control and Hedging of Operations in the Presence of Financial Markets

Friday
April 11th

Prof. Assaf Zeevi (DRO)

Heavy-traffic approximations for a system with "Guaranteed" and "Best-effort" service levels

Menghui Cao (IEOR)

Improved Monte Carlo Methods for Tighter Price Bounds of American Options

Prof. Perwez Shahabuddin (IEOR)

On the Optimal Assignment of Streams in Server Farms

Friday
May 2nd

Prof. Garrett van Ryzin (DRO)

Revenue Management Under a General Discrete Choice Model of Consumer Behavior